Examples of Adaptive MCMC
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- 1 January 2009
- journal article
- Published by Taylor & Francis in Journal of Computational and Graphical Statistics
- Vol. 18 (2) , 349-367
- https://doi.org/10.1198/jcgs.2009.06134
Abstract
We investigate the use of adaptive MCMC algorithms to automatically tune the Markov chain parameters during a run. Examples include the Adaptive Metropolis (AM) multivariate algorithm of Haario, Sa...Keywords
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